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Concave Function

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Definition
InfoTheory

Definition

The function f:KRf:K\to\mathbb{R} is concave (respectively strictly concave) on KK (where KRnK\subset\mathbb{R}^n convex subset) if f-f is convex (respectively strictly convex): ff concave if x1,x2K, λ[0,1]\forall\vec x_1,\vec x_2\in K, \ \lambda\in[0,1] f(λx1+(1λ)x2)λf(x1)+(1λ)f(x2)f(\lambda\vec x_1+(1-\lambda)\vec x_2)\ge\lambda f(\vec x_1)+(1-\lambda)f(\vec x_2) Pasted image 20231101125311.png

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